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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Probabilistic Analysis of a Random Determinant

Probabilistic Analysis of a Random Determinant

Saha, Nikita
Chakraborty, Soubhik

Paperback

Probability & Statistics

ISBN10: 3668965099
ISBN13: 9783668965096
Publisher: Grin Verlag
Published: Aug 5 2019
Pages: 68
Weight: 0.22
Height: 0.16 Width: 5.83 Depth: 8.27
Language: English
Master's Thesis from the year 2019 in the subject Mathematics - Stochastics, grade: 8.5, course: Integrated MSc in Mathematics and Computing, language: English, abstract: We are interested in the behaviour of a determinant with i.i.d. random variates as its elements. A probabilistic analysis has been done for such determinants of orders 2 and 3. We have considered some of the well known distributions, namely, discrete uniform, Binomial Poisson, continuous uniform, standard normal, standard Cauchy and exponential. We are able to give fiducial limits for the determinant using Chebyshev's inequality for all the distributions discussed in the text (except standard Cauchy distribution for which expectation does not exist). The main objective is to find the probability distribution of the determinant when its elements are from any of the distributions stated above. The desired distribution has been approximated using the method of transformation in general but when this method could not produce desired results we relied on empirical results based on simulation.

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